Texas Gov. Rick Perry (R) warned that he was packing heat during a taping of "Jimmy Kimmel Live" Tuesday night at the South by Southwest conference in Austin.

Perry kicked off the segment making light of the conference atmosphere and his impending exit from the governor's office, since he walked onto the stage to a chorus of boos.

"After 14 years of this kind of love, it's all good, man," he told Kimmel. When the comedian later asked if he was going to make another run for president in 2016, the governor quipped that "this is not the crowd I want to make this announcement to."

On the lighter side, Perry joked that "If you want to find out everything, I mean everything about yourself, some of which is even true, run for president." Kimmel had asked if it was true that the governor once shot a coyote while jogging -- it was.

"You jog with a gun?" Kimmel asked.

"I do interviews with a gun," Perry retorted.

"You have one of those armbands like you use for your iPod?" Kimmel laughed.

"That's the reason it's called a concealed handgun license, you don't know," Perry said. It wasn't clear if he was joking.